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\begin{center}
{\bf LINEAR PROGRAMMING IS A NONLINEAR PROBLEM}\\
or\\
Optimization Needs Derivatives
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\begin{center}
Henry Wolkowicz\\
University of Waterloo
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use duality theory to derive
optimality conditions - nonlinear complementary slackness

LP began with simplex method - Dantzig used duality - max cost is really
a derivative

better algorithm Goldfarb, Devex, all tried to get better derivatives

first order is bad - need second order

interior-point methods exploit second order
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